Synthesis of an Optimal Input to Enhance the Identification of a Linear Multistage System
Abstract
In fitting a transfer function model to input/output data, it is sometimes possible to select a particular input with the purpose of minimizing estimation error. In the report, some aspects of this optimal input synthesis problem are examined for a class of linear multistage systems. In particular, an input is selected from a class of equal-energy inputs which maximizes the trace of the Fisher information matrix with respect to the input sensitivity parameters, where it is assumed that the transient response and prediction accuracy of the unforced system is known. The optimal input is compared to a purely random input which has the same average energy, and numerical results for a second-order system are provided. Input synthesis with regard to the other model parameters which determine its unforced behavior is hampered by the fact that the Fisher information matrix is a function of these parameters.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 04, 1972
- Accession Number
- AD0744820
Entities
People
- Patrick L. Smith
Organizations
- The Aerospace Corporation